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[ENH] Weighted regression #1210

Merged
merged 19 commits into from
Mar 18, 2024
Merged

[ENH] Weighted regression #1210

merged 19 commits into from
Mar 18, 2024

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QuantumPlumber
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This PR covers numeric dataset weighting for XGBoost and LightGBM, and associated tests. Users can now provide a json dictionary of histogram bin edges and associated weights, which will be used to map the labels to weights. The histogram bins are left edge -- overflows are assigned to the last bin's weight, and underflows to the first bin's weight.

@QuantumPlumber QuantumPlumber requested a review from paxcema March 14, 2024 17:30
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@paxcema paxcema left a comment

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Mostly minor things to comment on. The one big change still needed is the merge with staging then ensuring CI installs lightgbm, but not making it a default dep just yet.

The rest I went through on my end, and it works just as advertised 🙌

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tests/unit_tests/mixer/test_xgboost.py Show resolved Hide resolved
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@QuantumPlumber QuantumPlumber requested a review from paxcema March 18, 2024 17:01
@QuantumPlumber QuantumPlumber merged commit 8d1559c into staging Mar 18, 2024
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@paxcema paxcema mentioned this pull request Mar 18, 2024
@paxcema paxcema changed the title Weighted regression [ENH] Weighted regression Mar 18, 2024
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2 participants